Error when changing materials in source file of linked objects
This is normal behavior and expected as far as I know.

The destination file where you linked from saves both the group you linked to along with the data contained in that group. That means objects, materials, image textures, animations, particles. In doing so it saves the link to said group but also a reference to the internal data.

If you change the linked file, when reopening the master those references will be missing from the group, and hence the warning you get. This is however expected, and if you save the master file, close blender and reopen, the broken references should be gone and so should the warning too.